+14,479.0%
MPWR vs NTAP
+759.9%
+13,719.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.6% | -0.8% | -1.8% | -2.2% |
| 30D | -9.0% | -0.5% | -8.5% | -9.1% |
| 3M | -25.8% | +4.1% | -29.9% | -27.6% |
| 6M | +11.8% | +88.0% | -76.2% | -23.4% |
| YTD | +35.5% | +75.6% | -40.1% | -4.3% |
| 1Y | +45.3% | +58.9% | -13.6% | +8.6% |
| 3Y | +138.5% | +153.6% | -15.1% | +40.6% |
| 5Y | +152.8% | +127.6% | +25.1% | +60.3% |
| 10Y | +1,616.6% | +580.4% | +1,036.2% | +503.5% |
| All | +14,479.0% | +759.9% | +13,719.2% | +3,357.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling